This has been an interesting topic to me for a while. LDL and HDL shuttle fat soluble cell wall toxins like lipoteichoic acids and lipopolysaccharides back to the liver for excretion. VLDL, Lp(a), Cholesterol, and Lipase activity are all regulated by inflammatory mediators. It's pretty obvious cardiometabolic disorders are aberrations of the acute phase response. But I wish I knew the specific role, if any, of lipid peroxidation and cholesterol deposition. Maybe just to soluble-ize cell wall antigens? Repair damaged tissues? Kill pathogens? All the above?
On an anecdotal level my lipid panels were atrocious after getting Lyme. Granted I never checked them before, being young, but my Lp(a) was orders of magnitude higher than the reference range as was my myeloperoxidase, sdLDL, etc. Scary stuff
The reason I started this thread was for the exact reason you mentioned, killing pathogens. Our immune response is responsible not only killing pathogens but also for squelching free radicals. It takes charged molecules and bonds them with the charged element of the pathogen or the free radical. This makes something hydrophobic become hydrophilic and allows it to be eliminated. We have a limited supply of charged molecules to do this and when that supply runs out,our body utilizes the lipid membranes of the mitochondria or cell walls as a charged molecule. Like I've said, it's robbing Peter to pay Paul. This is why all of us here have too much lipid peroxidation. The LPS presence drains our resources through cytokine release.